Soc. Generale Call 120 ALB 21.06.2024
/ DE000SU2L8T2
Soc. Generale Call 120 ALB 21.06..../ DE000SU2L8T2 /
| 2024-05-20 8:38:00 AM |
Chg.+0.13 |
Bid2:09:54 PM |
Ask2:09:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.34EUR |
+10.74% |
1.36
Bid Size: 4,000 |
1.42
Ask Size: 4,000 |
Albemarle Corporatio... |
120.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SU2L8T |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-22 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.31 |
| Intrinsic value: |
1.02 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.47 |
| Parity: |
1.02 |
| Time value: |
0.33 |
| Break-even: |
123.87 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.01 |
| Spread %: |
0.75% |
| Delta: |
0.75 |
| Theta: |
-0.10 |
| Omega: |
6.72 |
| Rho: |
0.07 |
Quote data
| Open: |
1.34 |
| High: |
1.34 |
| Low: |
1.34 |
| Previous Close: |
1.21 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.69% |
| 1 Month |
|
|
+81.08% |
| 3 Months |
|
|
-22.09% |
| YTD |
|
|
-64.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.67 |
1.10 |
| 1M High / 1M Low: |
1.67 |
0.74 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-02 |
3.54 |
| Low (YTD): |
2024-04-23 |
0.74 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.15 |
| Avg. volume 1M: |
|
105.26 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
313.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
